Expected Residual Minimization Method for a Class of Stochastic Quasivariational Inequality Problems
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-11-10
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
We consider the expected residual minimization method for a class of stochastic quasivariational inequality problems (SQVIP).
The regularized gap function for quasivariational inequality problem (QVIP) is in general not differentiable.
We first show that the regularized gap function is differentiable and convex for a class of QVIPs under some suitable conditions.
Then, we reformulate SQVIP as a deterministic minimization problem that minimizes the expected residual of the regularized gap function and solve it by sample average approximation (SAA) method.
Finally, we investigate the limiting behavior of the optimal solutions and stationary points.
American Psychological Association (APA)
Ma, Hui-Qiang& Huang, Nan-Jing. 2012. Expected Residual Minimization Method for a Class of Stochastic Quasivariational Inequality Problems. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-15.
https://search.emarefa.net/detail/BIM-993727
Modern Language Association (MLA)
Ma, Hui-Qiang& Huang, Nan-Jing. Expected Residual Minimization Method for a Class of Stochastic Quasivariational Inequality Problems. Journal of Applied Mathematics No. 2012 (2012), pp.1-15.
https://search.emarefa.net/detail/BIM-993727
American Medical Association (AMA)
Ma, Hui-Qiang& Huang, Nan-Jing. Expected Residual Minimization Method for a Class of Stochastic Quasivariational Inequality Problems. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-15.
https://search.emarefa.net/detail/BIM-993727
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993727